Access Statistics for Stephen A. Ross

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Information and the Closed-End Fund Puzzle 0 0 0 1 1 1 4 817
COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING 0 0 0 0 0 0 1 404
High Water Marks 0 0 0 161 1 1 3 901
High Water Marks 0 1 2 207 1 2 3 1,007
High-Water Marks and Hedge Fund Management Contracts 0 0 0 4 0 0 6 14
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 0 2 1,996
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 1 1 4 325
Long Forward and Zero-Coupon Rates Can Never Fall 1 1 3 215 1 1 8 956
Market Selection 0 0 0 32 0 0 2 172
Market Selection 0 0 0 7 0 2 4 95
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 1 0 0 4 418
Mutual Fund Separation in Financial Theory - The Separating Distributions 0 0 0 7 0 0 1 857
Notes on the Yield Curve 0 0 0 36 0 2 5 99
Options and Efficiency 0 0 0 0 0 0 2 97
Options and Efficiency 0 0 0 0 1 1 1 112
Portfolio Turnpike Theorems for Constant Policies 0 0 0 0 0 1 3 56
Portfolio and Capital Market Theory with Arbitrary Preferences and Distributions: The General Validity of the Mean-Variance Approach in Large Markets 0 0 0 0 2 7 48 1,288
Post-Announcement Drift 0 0 0 2 0 0 2 781
Progressive Taxation and the Inequality of After-Tax Income 0 0 0 2 0 0 1 10
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 0 0 0 1 5
Rebels, Conformists, Contrarians And Momentum Traders 0 0 0 22 0 1 2 170
Rebels, Conformists, Contrarians and Momentum Traders 0 0 0 98 0 0 0 497
Return, Risk and Arbitrage 0 0 0 7 2 5 14 3,346
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 0 2 1 1 3 494
Spanning, Valuation and Options 0 0 0 104 0 0 1 374
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 1 90
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications 0 0 0 0 0 0 1 66
The Arbitrage Theory of Capital Asset Pricing 0 0 0 14 4 7 14 2,150
The Arbitrage Theory of Capital Asset Pricing 0 0 0 7 2 6 15 2,946
The Price Impact and Survival of Irrational Traders 0 0 0 28 0 0 2 150
The Price Impact and Survival of Irrational Traders 0 0 0 214 0 0 3 713
The Price Impact and Survival of Irrational Traders 0 0 0 45 0 0 1 160
The Pricing of Options for Jump Processes 0 0 0 5 2 7 15 640
The Pricing of Options for Jump Processes 0 0 0 5 1 3 6 928
The Recovery Theorem 0 0 4 187 0 0 7 407
The True Cost of Social Security 0 0 0 107 0 0 2 304
Total Working Papers 1 2 9 2,112 20 49 192 23,845
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
24th Annual Lecture of The Geneva Association – Financial Regulation in the New Millennium&ast 0 0 0 8 0 0 0 26
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply 0 0 1 87 0 2 5 233
A Fisherian Approach to Trade, Capital Movements, and Tariffs 0 0 0 34 1 1 3 132
A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates 1 6 11 546 2 7 22 974
A Simple Approach to the Valuation of Risky Streams 1 3 17 678 1 8 29 1,230
A Survey of Some New Results in Financial Option Pricing Theory 1 2 3 241 1 2 5 458
A Test of the Efficiency of a Given Portfolio 3 4 11 1,990 5 10 43 4,819
A Theory of the Term Structure of Interest Rates 0 5 17 8,172 2 17 67 19,875
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims 0 0 0 13 0 0 1 49
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited 0 1 2 99 0 1 4 225
An Analysis of Variable Rate Loan Contracts 0 0 1 199 0 0 4 532
An Empirical Investigation of the Arbitrage Pricing Theory 0 0 10 1,547 2 6 32 2,972
An Intertemporal General Equilibrium Model of Asset Prices 0 5 10 1,881 1 11 28 3,492
Arbitrage and Martingales with Taxation 0 0 1 106 1 1 5 327
Comment on the Modigliani-Miller Propositions 0 0 0 399 1 1 5 1,069
Comments on qualitative results for investment proportions 0 0 0 44 1 1 3 136
Comments: Capital Asset Pricing in a General Equilibrium Framework 0 0 0 8 0 0 1 26
Corrigendum [Measuring Investment Performance in a Rational Expectations Equilibrium Model] 0 0 1 15 0 1 4 152
Debt and Taxes and Uncertainty 0 0 0 82 0 0 2 171
Differential Information and Performance Measurement Using a Security Market Line 0 0 2 285 1 1 9 914
Discussion 0 0 0 2 0 0 1 22
Duration and the Measurement of Basis Risk 0 1 5 609 0 1 8 1,339
Economic Forces and the Stock Market 12 53 210 8,490 27 154 540 20,141
Equilibrium and Agency--Inadmissible Agents in the Public Agency Problem 0 0 0 19 0 0 3 134
Forensic Finance: Enron and Others 0 0 0 57 1 4 5 212
Forensic Finance: Enron and Others 0 0 0 22 0 1 5 82
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 205 0 1 9 585
Institutional Markets, Financial Marketing, and Financial Innovation 0 1 3 73 1 2 6 194
International capital movements and long run diversification 0 0 0 29 0 0 2 71
Investments-Theoretical Issues: Discussion 0 0 0 8 0 0 1 49
Long Forward and Zero-Coupon Rates Can Never Fall 0 1 2 240 1 3 7 1,286
Market Power in a Securities Market with Endogenous Information 0 0 0 64 2 5 8 174
Market selection 0 0 0 18 2 2 3 107
Measuring Investment Performance in a Rational Expectations Equilibrium Model 0 0 0 253 0 1 4 597
Mutual fund separation in financial theory--The separating distributions 0 0 6 479 0 0 9 974
Notes on the yield curve 0 0 0 11 0 1 5 76
On the Cross-sectional Relation between Expected Returns and Betas 0 0 2 372 0 0 8 906
Option pricing: A simplified approach 18 41 138 4,324 38 87 304 9,209
Options and Efficiency 1 4 9 965 2 5 27 1,978
Portfolio Efficient Sets 0 1 1 128 0 1 2 344
Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions 0 0 0 58 1 1 2 221
Portfolio turnpike theorems for constant policies 0 0 0 17 1 1 2 69
Present values and internal rates of return 0 0 1 47 1 2 5 116
Pricing and Timing Decisions in Oligopoly Industries 0 0 0 104 0 0 4 578
Promotion and Relegation 0 0 2 239 0 0 5 552
Q Group Panel Discussion: Looking to the Future 0 0 0 0 0 0 3 3
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 1 2 4 543
Review of The New Financial Order by Shiller 0 0 1 131 0 0 2 356
Risk and Return in Real Estate 0 0 0 12 1 7 15 1,810
Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences 0 0 5 127 1 2 11 298
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications 0 0 4 415 0 1 9 873
Spanning and arbitrage in securities markets with options: A state preference aproach 0 0 0 8 1 1 2 34
Spanning, Valuation and Options 0 0 0 0 0 0 2 211
Survival 0 0 1 79 3 3 14 225
Tax Clienteles and Asset Pricing 0 3 3 63 0 3 4 155
Teoria da estrutura a termo das taxas de juros 0 0 0 2 0 1 2 9
The Analytics of Performance Measurement Using a Security Market Line 0 0 1 187 0 0 3 523
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues 0 0 4 762 0 2 13 1,718
The Current Status of the Capital Asset Pricing Model (CAPM) 0 2 9 344 1 5 18 787
The Determination of Fair Profits for the Property-Liability Insurance Firm 0 0 0 32 0 0 0 91
The Determination of Financial Structure: The Incentive-Signalling Approach 10 26 136 3,633 21 64 338 9,591
The Economic Theory of Agency: The Principal's Problem 10 30 78 4,974 43 126 324 15,040
The Interrelations of Finance and Economics: Theoretical Perspectives 1 1 7 357 2 3 18 761
The Price Impact and Survival of Irrational Traders 0 0 1 74 0 0 6 324
The True Cost of Social Security 0 0 0 4 0 0 5 29
The arbitrage theory of capital asset pricing 9 19 81 6,746 23 85 312 15,077
The relation between forward prices and futures prices 0 2 24 2,007 4 7 54 3,571
The valuation of options for alternative stochastic processes 5 11 20 3,341 7 16 50 5,734
Tobin's q Ratio and Industrial Organization 4 27 83 2,345 14 51 176 5,470
Uncertainty and the Heterogeneous Capital Good Model 0 0 1 25 1 1 4 71
Wage Determination, Inflation, and the Industrial Structure 0 0 1 22 1 1 3 103
Wage Determination, Inflation, and the Industrial Structure: Reply 0 0 0 4 1 1 2 53
Waiting to Invest: Investment and Uncertainty 0 0 2 650 0 0 8 1,571
Yes, the APT Is Testable 0 1 1 236 0 1 1 473
Total Journal Articles 76 250 930 59,936 221 725 2,650 143,332
4 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A THEORY OF THE TERM STRUCTURE OF INTEREST RATES 0 2 11 126 1 7 26 498
Arbitrage, state prices and portfolio theory 0 1 12 968 1 2 28 2,620
Comment on "Crime and the Family: Lessons from Teen Childbearing" 0 0 0 5 0 0 2 34
Learning by Observing and the Distribution of Wages 0 0 0 18 0 1 2 66
Mutual Fund Separation in Financial Theory—The Separating Distributions 0 0 3 32 0 0 3 79
The Arbitrage Theory of Capital Asset Pricing 1 5 21 111 2 13 75 363
The True Cost of Social Security 0 0 0 2 0 0 2 42
Total Chapters 1 8 47 1,262 4 23 138 3,702

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Statistics updated 2025-08-05